It is evident that trading in a financial market can endorse one with bountiful experiences. This is possible in the realms of data entry, fluctuations in the value of traded securities, and other relevant provisions attainable in the process. It is important to know how various companies perform in the financial markets as shown in the provided data. Additionally, the trading trends of various companies equally demonstrate various inferences. It is vital to observe such provisions in order to have considerable experience regarding the matter. Precisely, trading in the DFM endorsed me with substantial experiences with regard to financial markets.
Firstly, I realized that all transactions must be dated comprehensively. The exact time of the transaction must be included in the data. However, the phenomenon occurs automatically within the computers used. This is important for making future references on such transactions. It also indicates when, when, and how the transaction occurred for record purposes. This is an important experience with respect to the viability of records. Additionally, I realized that the traded orders exist as either sold or bought (transaction type) depending on the order descriptions. This is important in knowing how the transactions progressed and to what extent. Another considerable experience incorporates the relationships between volume, value, and commission. Volume relates to the total number of securities sold. This volume has a corresponding value, which is proportional to the concerned volume sold or bought. This means that the volume sold or bought can be high or low in value depending on the company involved. It is not necessary that when the volume is high, then the value will be equally higher. Additionally, the value of one company’s securities does not interfere with those of another company. For example, on 30/04/2012 at 11:35:56, GULFNAV bought securities worth 12000 in volume. This had a corresponding value of 3,756. Conversely, on 30/04/2012 11:10:11, TAMWEEL bought securities amounting to 25000 in volume at a cost of 29,500 in value. This indicates that there is a proportional increase in value as the volume increases. Nonetheless, there is no definite ratio governing the alleged increment. This solely depends on the company involved. The companies are also assigned symbols for easy references. In fact, the entire trading episode at DFM was full of novel experiences with regard to how financial markets operate and how records are entered for precision and easy references.
Similarly, I realized that commissions are charged on each transaction depending on the volume and value of securities transacted. Commissions vary from one transaction to the next. In order to attain the total value of the traded security, the commission is added to the corresponding value (Value + Commission=Total Value). Commissions vary from one transaction to the next with their values changing considerably. It is important to recognize such variations in the context of financial markets. It is from this consideration that the entire trading prospects lie with respect to DFM. Additionally, it is realizable that the value of securities differs considerably when sold and bought respectively. For example, on 30/04/2012 at 11:00:35, ARMX bought its securities (20000 in volume) at a value of 35800; However, it sold the very volume later (30/04/2012 12:15:21) at 36000 in value. This indicates that values are higher when securities are sold and lower when bought. This is a considerable experience when considered critically.